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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Axis Capital Holdings Limited (AXS) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 1.6
Avg Daily Volume: 616,478    Market Cap: 5.33B
Sector: Financial    Short Interest: 1.52
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 6.62%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 1, 2024 AC None $0.00 @$60.00 $4.12
($62.25)
6.62% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 1.6 $59.52 @$60.00 $2.75
($59.52)
4.58% -6.65% O -3.96% I $57.16 $2.97
( $57.16 )
8.0%
Nov. 2, 2023 AC 1.7 $54.00 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 1.9 $56.31 @$55.00
April 26, 2023 AC 1.9 $57.19 @$55.00
Jan. 25, 2023 AC 1.9 $59.13 @$60.00
Oct. 27, 2022 AC 1.9 $50.38 @$50.00
July 26, 2022 AC 1.8 $53.98 @$55.00
April 27, 2022 AC 1.9 $57.38 @$55.00
Jan. 26, 2022 AC 1.8 $55.84 @$55.00

 
 
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